Paperback. This book considers the state of the art in theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. It incorporates developments in differential algebraic equations, Riccati equations and invariant subspace problems. In particular, it gives a decision chart of numerical methods, that can be used to determine the right numerical method according to special properties of the problem. The book tries to close a gap between mathematical theory, numerical solution and engineering application. The mathematical tools are kept as basic as possible in order to address the different groups of possible readers including mathematicians and engineers. A survey is given on the state of the art in theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Bestandsnummer des Verk�ufers 9783540541707

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Bibliografische Details

Titel: The Autonomous Linear Quadratic Control Problem (Paperback)
Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin
Erscheinungsjahr: 1991
Sprache: Englisch
ISBN-10: 3540541705
ISBN-13: 9783540541707
Einband: Paperback
Zustand: new

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A survey is given on the state of the art in theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. It incorporates the newest developments on differential algebraic equations, Riccati equations and invariant subspace problems. In particular, it gives a decision chart of numerical methods, that can be used to determine the right numerical method according to special properties of the problem. The book closes a gap between mathematical theory, numerical solution and engineering application. The mathematical tools are kept as basic as possible in order to address the different groups of readers, mathematicians and engineers.

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